Article ID Journal Published Year Pages File Type
4645350 Applied Numerical Mathematics 2011 9 Pages PDF
Abstract

A numerical differentiation problem for a given function with noisy data is discussed in this paper. A mollification method based on spanned by Hermite functions is proposed and the mollification parameter is chosen by a discrepancy principle. The convergence estimates of the derivatives are obtained. To get a practical approach, we also derive corresponding results for pseudospectral (Hermite–Gauss interpolation) approximations. Numerical examples are given to show the efficiency of the method.

Related Topics
Physical Sciences and Engineering Mathematics Computational Mathematics